Hello! I went through a number of past discussions regarding effect of each type of Time Zone, which creates confusion when handling daily resolution.

I feel it would be helpful if there can be a summary added to https://www.quantconnect.com/docs/v2/writing-algorithms/key-concepts/time-modeling/time-zones

Below is my summary:

  • “Algorithm Time Zone” affects
    • scheduled events
    • historical data
    • start / end time of back test
    • time stamps in back-test report (orders, logs, etc)
  • “Exchange Time Zone” affects
    • consolidator
  • “Data Time Zone” affects
    • daily data
    • indicators

Appreciate if you can add on / let me know if my understanding is wrong.